It is known that agricultural systems depend on hydrometeorological factors such as rainfall and temperature. The purpose of this research is to analyse financial time series of agricultural products (e.g. wheat, coffee, corn, etc.), i.e., historical prices and futures prices, in comparison to time series of rainfall and temperature. The first target of the study is to spot possible similarities and differences in the stochastic characteristics between them, while the second is to explore whether these two types of time series are correlated in particular production areas.